+26.1%
AZN vs MOD
+331.6%
-305.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.3% |
| 7D | 0.0% | +9.6% | -9.6% | -0.1% |
| 30D | +0.7% | 0.0% | +0.7% | +0.7% |
| 3M | -10.5% | -35.4% | +24.9% | -9.9% |
| 6M | -19.3% | -7.3% | -12.0% | -19.6% |
| YTD | -10.6% | +45.8% | -56.4% | -11.7% |
| 1Y | +0.5% | +43.1% | -42.6% | -0.8% |
| All | +26.1% | +331.6% | -305.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling